Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-10-27 00:00:00+00:00 0.734842 0.835858 0.951915 1.096554 1.274039 1.487484 1.767920
2024-11-03 00:00:00+00:00 0.653097 0.785585 0.950811 1.176879 1.486283 1.908073 2.551943
2024-11-10 00:00:00+00:00 0.601983 0.757576 0.965247 1.273397 1.739631 2.458430 3.746364
2024-11-17 00:00:00+00:00 0.543998 0.709065 0.941558 1.310419 1.919192 2.970524 5.183455
2024-11-24 00:00:00+00:00 0.493379 0.662049 0.910614 1.328634 2.075256 3.513549 7.099341
2024-12-01 00:00:00+00:00 0.436866 0.598387 0.844267 1.275897 2.094765 3.816988 8.794554
2024-12-08 00:00:00+00:00 0.391179 0.545181 0.786185 1.225366 2.104890 4.113313 10.855536
2024-12-15 00:00:00+00:00 0.369363 0.525939 0.779594 1.264469 2.307485 4.977754 16.255188
2024-12-22 00:00:00+00:00 0.360251 0.525470 0.803862 1.366625 2.687319 6.611341 30.057836
2024-12-29 00:00:00+00:00 0.342860 0.509225 0.798051 1.407928 2.944086 8.141219 52.807548
2025-01-05 00:00:00+00:00 0.324074 0.488515 0.781155 1.422323 3.140472 9.702520 95.009406
2025-01-12 00:00:00+00:00 0.305016 0.465404 0.756723 1.415111 3.276563 11.223360 177.410896
2025-01-19 00:00:00+00:00 0.281451 0.433497 0.714095 1.363979 3.282894 12.291691 328.663789
2025-01-26 00:00:00+00:00 0.270663 0.423459 0.713079 1.412563 3.642192 16.169837 2152.067602
2025-02-02 00:00:00+00:00 0.263209 0.418714 0.722061 1.489262 4.159138 23.013941 NaN
2025-02-09 00:00:00+00:00 0.250696 0.403286 0.706789 1.499208 4.436158 29.320564 NaN
2025-02-16 00:00:00+00:00 0.238281 0.386955 0.687606 1.494504 4.658017 36.684340 NaN
2025-02-23 00:00:00+00:00 0.221548 0.361018 0.644765 1.414059 4.494481 37.981228 NaN
2025-03-02 00:00:00+00:00 0.206958 0.338341 0.607171 1.343105 4.350518 39.454026 NaN
2025-03-09 00:00:00+00:00 0.200877 0.331926 0.605202 1.377883 4.762940 56.230370 NaN
2025-03-16 00:00:00+00:00 0.199636 0.334974 0.625035 1.485319 5.682217 110.082155 NaN
2025-03-23 00:00:00+00:00 0.194311 0.329291 0.623807 1.525577 6.268138 187.782969 NaN
2025-03-30 00:00:00+00:00 0.187795 0.320662 0.614569 1.537035 6.690815 308.545515 NaN